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AG

AlphaSimPlex Group Portfolio holdings

AUM $9.88M
1-Year Est. Return 8.01%
This Fund
S&P 500
This Quarter Est. Return
-22.15%
1 Year Est. Return
-8.01%
3 Year Est. Return
+35.52%
5 Year Est. Return
+46.1%
10 Year Est. Return
–
AUM
$66.1M
AUM Growth
-$199M
Cap. Flow
-$171M
Cap. Flow %
-258.45%
Top 10 Hldgs %
31.71%
Holding
267
New
22
Increased
10
Reduced
70
Closed
159

Top Buys

Rank Stock Value
1
HXL icon
Hexcel
HXL
+$2.6M
2
DLR icon
Digital Realty Trust
DLR
+$2.29M
3
CSFL
CenterState Bank Corporation Common Stock
CSFL
+$2.03M
4
OPB
Opus Bank Common Stock
OPB
+$1.98M
5
DLPH
Delphi Technologies PLC Ordinary Shares
DLPH
+$1.32M

Top Sells

Rank Stock Value
1
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$27M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$20.4M
3
LPT
Liberty Property Trust
LPT
+$2.64M
4
INXN
Interxion Holding N.V.
INXN
+$2.54M
5
WLH
WILLIAM LYON HOMES
WLH
+$2.21M

Sector Composition

Rank Sector Weight
1 Technology 11.81%
2 Industrials 11.13%
3 Financials 9.86%
4 Consumer Discretionary 8.92%
5 Real Estate 7.21%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ARR
101
Armour Residential REIT
ARR
$2.03B
$122K 0.18%
2,780
-9,081
-77% -$776K
PMT
102
PennyMac Mortgage Investment
PMT
$849M
$115K 0.17%
10,845
-35,308
-77% -$697K
ACEL icon
103
Accel Entertainment
ACEL
$1B
$108K 0.16%
+14,353
New +$158K
CIM
104
Chimera Investment
CIM
$1.06B
$105K 0.16%
+3,857
New +$219K
RITM icon
105
Rithm Capital
RITM
$5.14B
$103K 0.16%
20,500
-54,591
-73% -$791K
TWO
106
Two Harbors Investment
TWO
$1.27B
$94K 0.14%
6,166
-11,300
-65% -$577K
ADAM
107
Adamas Trust
ADAM
$793M
$91K 0.14%
14,683
-22,877
-61% -$482K
IVR icon
108
Invesco Mortgage Capital
IVR
$809M
$50K 0.08%
1,477
-1,327
-47% -$195K
AEE icon
109
Ameren
AEE
$30.6B
– –
-5,755
Closed -$442K
AEM icon
110
Agnico Eagle Mines
AEM
$68.2B
– –
-3,552
Closed -$219K
AEP icon
111
American Electric Power
AEP
$71.3B
– –
-4,842
Closed -$458K
AFG icon
112
American Financial Group
AFG
$11.8B
– –
-9,464
Closed -$1.04M
AFL icon
113
Aflac
AFL
$63.2B
– –
-19,558
Closed -$1.03M
AGNC icon
114
AGNC Investment
AGNC
$12.5B
– –
-57,802
Closed -$1.02M
AIV
115
Aimco
AIV
$384M
– –
-65,219
Closed -$449K
AJG icon
116
Arthur J. Gallagher & Co
AJG
$65.2B
– –
-10,942
Closed -$1.04M
ALE
117
DELISTED
Allete
ALE
– –
-5,230
Closed -$425K
ALL icon
118
Allstate
ALL
$65.3B
– –
-9,444
Closed -$1.06M
AMH icon
119
American Homes 4 Rent
AMH
$12.1B
– –
-16,294
Closed -$427K
ATO icon
120
Atmos Energy
ATO
$29.6B
– –
-3,995
Closed -$447K
ATR icon
121
AptarGroup
ATR
$8.29B
– –
-9,040
Closed -$1.04M
AVB icon
122
AvalonBay Communities
AVB
$27.3B
– –
-2,097
Closed -$440K
AWK icon
123
American Water Works
AWK
$26.1B
– –
-3,573
Closed -$439K
AZO icon
124
AutoZone
AZO
$48.9B
– –
-211
Closed -$251K
BFH icon
125
Bread Financial
BFH
$4.02B
– –
-8,582
Closed -$768K
3 4
5
6 7

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TSV
Two Sigma Ventures New York $9.61M AUM 58.41% 1-Year Est. Return
CVGI
Craft Ventures GP I San Francisco, California $9.51M AUM 95.77% 1-Year Est. Return
SCG
Siris Capital Group New York $9.42M AUM 42.79% 1-Year Est. Return
PL
Portland Ltd Grand Cayman, Cayman Islands $10.9M AUM 72.34% 1-Year Est. Return
DCI
Data Collective II Palo Alto, California $8.44M AUM 11.7% 1-Year Est. Return
TVPI
True Venture Partners IV Palo Alto, California $8.41M AUM 78.89% 1-Year Est. Return
LGI
Lakestar Growth I St. Peter Port, Guernsey $11.5M AUM 71.31% 1-Year Est. Return
BPM
Bronson Point Management Fairfield, Connecticut $8.26M AUM 46.43% 1-Year Est. Return

AlphaSimPlex Group's Q1 2020 Portfolio in Review

As of Q1 2020, AlphaSimPlex Group held 267 positions worth $66.1M, down 75% from $265M the previous quarter. Its ten largest holdings account for 32% of the portfolio.

AlphaSimPlex Group withdrew a net $171M in Q1 2020, closing 159 positions and reducing 70 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $20.4M position sold in full.

By sector, the portfolio is most concentrated in Technology at 12% of assets, up from 6.3% a quarter earlier, followed by Industrials and Financials.

Against the trend, AlphaSimPlex Group opened a new position in Hexcel worth $1.5M.

  • AlphaSimPlex Group's largest Q1 2020 buy was Hexcel: 40,237 shares worth $1.5M.
  • AlphaSimPlex Group added most to ServiceNow in Q1 2020, an estimated $417K increase.
  • AlphaSimPlex Group's biggest Q1 2020 reduction was iShares iBoxx $ High Yield Corporate Bond ETF, cutting an estimated $27M.
  • AlphaSimPlex Group fully exited State Street SPDR S&P 500 ETF Trust in Q1 2020, selling an estimated $20.4M.
  • AlphaSimPlex Group's ten largest holdings make up 32% of its $66.1M portfolio in Q1 2020.
  • AlphaSimPlex Group opened 22 new positions and closed 159 in Q1 2020.
  • AlphaSimPlex Group's portfolio value fell 75% quarter-over-quarter to $66.1M.

Based on AlphaSimPlex Group's 13F filing for Q1 2020, filed 13 May 2020.